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Next filing · Form 10-Q · Q2 2026 · 37 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 37 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four Bets
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Academic reference · Factor Zoo and Model Governance

Hou et al. (2020)

Hou, K., Xue, C., & Zhang, L. (2020). Replicating anomalies. Review of Financial Studies, 33(5), 2019–2133.

Why it matters

Demonstrates how many proposed anomalies weaken under replication, arguing for transparent factor selection and validation.

Read at publisher ↗All references
← Harvey et al. (2016)Factor Zoo and Model Governance · 3 / 3Cochrane (2011) →
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